One possible way is to do something like this:
public class MyThread extends Thread {
@Override
public void run() {
while (!this.isInterrupted()) {
//
}
}
}
And when you want to stop your thread, just call a method interrupt():
myThread.interrupt();
Of course, this won't stop thread immediately, but in the following iteration of the loop above. In the case of downloading, you need to write a non-blocking code. It means, that you will attempt to read new data from the socket only for a limited amount of time. If there are no data available, it will just continue. It may be done using this method from the class Socket:
mySocket.setSoTimeout(50);
In this case, timeout is set up to 50 ms. After this time has gone and no data was read, it throws an SocketTimeoutException. This way, you may write iterative and non-blocking thread, which may be killed using the construction above.
It's not possible to kill thread in any other way and you've to implement such a behavior yourself. In past, Thread had some method (not sure if kill() or stop()) for this, but it's deprecated now. My experience is, that some implementations of JVM doesn't even contain that method currently.